+3,204.3%
MPC vs AMCR
+106.4%
+3,097.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.6% | +4.0% | +4.4% |
| 7D | -9.4% | -7.9% | -1.5% | -6.9% |
| 30D | -14.3% | +8.2% | -22.5% | -16.9% |
| 3M | +31.1% | -4.3% | +35.4% | +32.4% |
| 6M | +60.3% | +16.6% | +43.7% | +49.1% |
| YTD | +142.5% | +13.1% | +129.4% | +124.4% |
| 1Y | +104.6% | +14.4% | +90.2% | +88.2% |
| 3Y | +191.7% | +18.4% | +173.3% | +159.5% |
| 5Y | +549.2% | -5.8% | +555.0% | +529.3% |
| 10Y | +1,106.2% | +22.3% | +1,084.0% | +905.0% |
| All | +3,204.3% | +106.4% | +3,097.9% | +2,883.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded AMCR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling